+29.8%
FITB vs CNP
+7.7%
+22.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | +0.5% | -3.0% | +3.5% | +0.8% |
| 30D | +7.0% | +6.8% | +0.2% | +6.2% |
| 3M | -4.4% | +3.6% | -8.0% | -4.8% |
| 6M | +11.6% | 0.0% | +11.6% | +11.7% |
| YTD | +18.6% | +9.4% | +9.2% | +21.8% |
| 1Y | +29.8% | +6.8% | +23.0% | +32.6% |
| All | +29.8% | +7.7% | +22.2% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling